Exact solutions for ruin probability in the presence of an absorbing upper barrier
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Publication:3221243
DOI10.1080/03461238.1984.10413765zbMath0557.62086OpenAlexW1966042015MaRDI QIDQ3221243
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Publication date: 1984
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1984.10413765
ruin probabilityabsorbing upper barriergamma single claim amountsmixed exponential single claim amounts
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